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XDGH.TO vs. FINN.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDGH.TO vs. FINN.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged) (XDGH.TO) and Fidelity Global Innovators ETF (FINN.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDGH.TO achieves a 12.35% return, which is significantly lower than FINN.NEO's 35.77% return.


XDGH.TO

1D
0.74%
1M
3.55%
6M
8.82%
YTD
12.35%
1Y
20.95%
3Y*
13.92%
5Y*
9.41%
10Y*

FINN.NEO

1D
-1.71%
1M
-3.34%
6M
28.06%
YTD
35.77%
1Y
49.48%
3Y*
40.06%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDGH.TO vs. FINN.NEO - Yearly Performance Comparison


2026 (YTD)202520242023
XDGH.TO
iShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged)
12.35%14.60%10.49%6.38%
FINN.NEO
Fidelity Global Innovators ETF
35.77%20.61%58.65%21.40%

Correlation

The correlation between XDGH.TO and FINN.NEO is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (All Time)
Calculated using the full available price history since May 19, 2023

0.18

The correlation between XDGH.TO and FINN.NEO shifts across timeframes, from 0.06 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XDGH.TO vs. FINN.NEO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDGH.TO
XDGH.TO Risk / Return Rank: 8181
Overall Rank
XDGH.TO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
XDGH.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
XDGH.TO Omega Ratio Rank: 8282
Omega Ratio Rank
XDGH.TO Calmar Ratio Rank: 8080
Calmar Ratio Rank
XDGH.TO Martin Ratio Rank: 7070
Martin Ratio Rank

FINN.NEO
FINN.NEO Risk / Return Rank: 8080
Overall Rank
FINN.NEO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FINN.NEO Sortino Ratio Rank: 7474
Sortino Ratio Rank
FINN.NEO Omega Ratio Rank: 7676
Omega Ratio Rank
FINN.NEO Calmar Ratio Rank: 8989
Calmar Ratio Rank
FINN.NEO Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XDGH.TO vs. FINN.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged) (XDGH.TO) and Fidelity Global Innovators ETF (FINN.NEO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XDGH.TOFINN.NEODifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.38

1.36

+0.03

Calmar ratioReturn relative to maximum drawdown

3.30

4.16

-0.87

Martin ratioReturn relative to average drawdown

9.77

12.96

-3.20

XDGH.TO vs. FINN.NEO - Sharpe Ratio Comparison

The current XDGH.TO Sharpe Ratio is 2.13, which is comparable to the FINN.NEO Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of XDGH.TO and FINN.NEO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XDGH.TO vs. FINN.NEO - Drawdown Comparison

The maximum XDGH.TO drawdown since its inception was -34.91%, which is greater than FINN.NEO's maximum drawdown of -25.66%. Use the drawdown chart below to compare losses from any high point for XDGH.TO and FINN.NEO.


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Drawdown Indicators


XDGH.TOFINN.NEODifference

Max Drawdown

Largest peak-to-trough decline

-34.91%

-25.66%

-9.25%

Max Drawdown (1Y)

Largest decline over 1 year

-6.38%

-11.94%

+5.56%

Max Drawdown (3Y)

Largest decline over 3 years

-11.96%

-25.66%

+13.70%

Max Drawdown (5Y)

Largest decline over 5 years

-16.06%

Current Drawdown

Current decline from peak

-0.46%

-6.49%

+6.03%

Average Drawdown

Average peak-to-trough decline

-4.62%

-3.98%

-0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

3.83%

-1.68%

Volatility

XDGH.TO vs. FINN.NEO - Volatility Comparison

The current volatility for iShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged) (XDGH.TO) is 3.93%, while Fidelity Global Innovators ETF (FINN.NEO) has a volatility of 6.48%. This indicates that XDGH.TO experiences smaller price fluctuations and is considered to be less risky than FINN.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDGH.TOFINN.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

6.48%

-2.55%

Volatility (6M)

Calculated over the trailing 6-month period

7.53%

20.24%

-12.71%

Volatility (1Y)

Calculated over the trailing 1-year period

9.87%

24.76%

-14.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.46%

22.40%

-7.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.36%

22.40%

+0.96%

XDGH.TO vs. FINN.NEO - Expense Ratio Comparison

XDGH.TO has a 0.22% expense ratio, which is lower than FINN.NEO's 1.09% expense ratio.


Dividends

XDGH.TO vs. FINN.NEO - Dividend Comparison

XDGH.TO's dividend yield for the trailing twelve months is around 2.70%, while FINN.NEO has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
FINN.NEO
Fidelity Global Innovators ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDGH.TO
iShares Core MSCI Global Quality Dividend Index ETF (CAD-Hedged)
2.70%2.81%3.04%3.41%3.20%3.13%3.35%2.92%3.40%1.27%

Frequently Asked Questions


XDGH.TO and FINN.NEO have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDGH.TO is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDGH.TO is cheaper with a 0.22% expense ratio, compared with 1.09% for FINN.NEO.

They also come from different issuers: iShares and Fidelity. Their fees differ too: 0.22% for XDGH.TO and 1.09% for FINN.NEO.

Portfolio Optimizer

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